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Glass House Brands Inc. GLAS

i

Market datapartial · fetched 2026-11-03T15:44:05.784Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T15:43:55.841931876Z

FundamentalsAlpha Vantage · unavailable

Share price$2.58
1D+8.2%
$2.36$2.42$2.49$2.55$2.615:30 AM6:30 AM9:00 AM1:00 PMGLAS
Sold putSold call

Glass House Brands Inc. options

Live interpolated GLAS call and put midpoint premiums by absolute delta.Glass House Brands Inc.$0.10$0.40$0.71$1.01$1.32$0.60$1.47$2.34$3.22$4.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GLAS spot · $2.58GLAS PRICE$0.18$0.21$0.24$0.27$0.13$0.16$0.19$0.22$0.25$0.32$0.38$0.45$0.52$1.23
Puts——
Calls——
Skew——
Implied moveBearish±$0.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.02171.6%26.7%
25Δ2.14161.9%23.2%
30Δ2.26152.1%19.7%
35Δ2.38142.3%16.2%
40Δ2.90129.9%19.6%2.50132.5%12.6%
45Δ2.80127.1%16.9%2.60133.0%11.2%
50Δ2.70124.3%14.2%2.70133.6%9.8%
55Δ2.60121.4%11.4%2.81134.2%8.5%
60Δ2.91134.8%7.1%
65Δ
70Δ3.63208.2%6.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.02
IV
171.6%
B/E move
26.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
161.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
152.1%
B/E move
19.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.38
IV
142.3%
B/E move
16.2%

40Δ

Calls
Pseudo strike
2.90
IV
129.9%
B/E move
19.6%
Puts
Pseudo strike
2.50
IV
132.5%
B/E move
12.6%

45Δ

Calls
Pseudo strike
2.80
IV
127.1%
B/E move
16.9%
Puts
Pseudo strike
2.60
IV
133.0%
B/E move
11.2%

50Δ

Calls
Pseudo strike
2.70
IV
124.3%
B/E move
14.2%
Puts
Pseudo strike
2.70
IV
133.6%
B/E move
9.8%

55Δ

Calls
Pseudo strike
2.60
IV
121.4%
B/E move
11.4%
Puts
Pseudo strike
2.81
IV
134.2%
B/E move
8.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
134.8%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
208.2%
B/E move
6.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend163.83%
Daily EOD
GLAS103.7%158.7%213.6%2026-10-19: 161.65%2026-10-20: 111.32%2026-10-21: 157.62%2026-10-22: 164.11%2026-10-23: 174.71%2026-10-26: 193.47%2026-10-27: 206.07%2026-10-28: 144.86%2026-10-29: 156.16%2026-10-30: 163.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
161.65%
111.32%
157.62%
164.11%
174.71%
193.47%
206.07%
144.86%
156.16%
163.83%